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HomeMy WebLinkAbout1987 Police and Fire Retirement System Annual ReportI il: .r Forty -Fourth Annual Financial Report of the Police and Fire Retirement System City of Lansing, Michigan Year Ended December 31, 1987 .'o City of Lansing Police and Fire Retirement System Annual Financial Report Year Ended December 31, 1987 Table of Contents Table of Contents Letter of Transmittal Administrative Organization Balance Sheets Statement of Revenues, Expenses and Changes in Fund Balance Statements of Changes in Financial Position Changes in Fund Balance Reserves Securities Common Stock Investment Portfolio Analysis Statement of Membership Retirants and Beneficiaries Members Retired During 1987 Beneficiaries Added to Roll 1987 Terminations 1987 -1- Page 1 2-4 5 6 7 8 9 10-12 13-14 15 16 17 18 19 20 Terry J. McKane, Mayor Board of Trustees Police and Fire Retirement System City of Lansing, Michigan 48933 Dear Trustees: FINANCE DEPARTMENT James W. Dowsett, Director of Finance 831 City Hall Lansing, Michigan 48933 (517) 483-4500 July 31, 1988 Presented herewith is the Forty -Fourth Annual Report of the Secretary covering operations of the Police and Fire Retirement System for the year ended December 31, 1987. BALANCE SHEET Fixed income securities totaled $33,205,912 on December 31, a decrease of $3,493,296 during the year. Of the $33,205,912 fixed income securities, $6,850,000 are rated "AAA", $4,138,000 are rated "AA", $7,340,000 are rated "A", $1,670,000 are rated "BBB", and $13,207,912. are government and agency bonds. These securities mature from August 1, 1989 to January 15, 2010"and have interest rates ranging from 4.25% to 15.5%. We hold $17,024,688 of government and agencies bonds, and the balance in public utilities, 'industrial, transportation, finance, municipals and real estate bonds. The net unamortized premium and discount decreased by $424,595 during the year and accrued interest at December 31, 1987 increased by $54,607. In addition to the above fixed income securities, the Retirement System owned 878,700 shares of various common stocks at a cost of $31,839,855 and U.S. Treasury notes, repurchase agreements and trust demand notes totalling $16,533,360. The Reserve for Employee Contributions increased by $371,685 during the year under review. Active member accounts of 475 totaled $7,452,147, 3 deferred retirement.of $52,486, 5 inactive accounts totaled $24,582 and 24 duty disability accounts totaled $329,052. The above 507 members represent 84,674 service credit months. According to our Actuary, the Reserve for Employer Contributions increased $16,319,180 and the Reserve for Benefit Payments increased $3,656,583 during the year, making a total increase of $19,975,763. Total reserved fund balance on December 31, 1987 was $115,131,708 with net R assets of $80,058,473, leaving an unfunded accrued liability of $35,073,235, or -2- "Equal Opportunity Employer" an increase of $10,025,887 during the year. This increase results primarily from a Board approved change to a new valuation method. This recommendation by the actuary allocates a larger portion of total liabilities to accrued liabilities which are then amortized over a 30 year period. This resulted in a modest reduction in the City contribution rate, but does not negatively impact on the financial soundness of the financial system. REVENUES AND EXPENDITURES City contributions amounted to $3,600,590 during the year. Member contri- butions during the year totaled $662,237 and refunds of member contributions (those leaving the system prior to retirement) totaled $33,694. For the year, the cost of investment services totaled $416,033. The interest and dividends on investments was $4,726,519 and the net gain on the exchange of securities was $6,215,947 for a total increase of 16% in the average book value of assets of $69,426,460. Market value of the assets was 6% below book value at December 31. During the year, $215,626 in interest was credited to the Reserve for Employee Contributions, $7,290,462 in interest and dividends was credited to the Reserve for Employer Contributions and $3,436,378 in interest was credited to the Reserve for Benefit Payments. Net benefits paid totaled $4,434,005. There were 335 retirees on the roll at December 31. Age and service retirees totaled 266, 49 were duty disability, 4 duty disability beneficiaries,* 1 non -duty disability, 1 non -duty disability beneficiary, 8 were non -duty death beneficiaries and 6 duty death beneficiaries. Eighteen members retired during the year having an average age of 54 years and an average service credit of 30 years. Annual pension benefits of these retirees will total $466,409, increasing annual pension benefits payable by the System to $4,564,107. Six retirees died during the year with total annual benefits of $75,979. Five of the retirees that died during the year had beneficiaries and they will receive a total yearly benefit of $40,942.. Four widows were reinstated with total annual benefits of $16,159. GENERAL COMMENTS The actuarial evaluation at December 31, 1987 indicates that the rate of contributions should be 28.07% of total valuation payroll. There are budgeted funds included in the 1988-89 City of Lansing budget for the City's contribution to the Retirement System in accordance with the actuarial recommendations. There were significant*amendments to Michigan investment law in 1982. The level of assets which may be invested in stocks was increased from 25% to 60%. There was a broadening of allowable investment grade holdings and a new definition of fiduciary responsibility and authority. Progressive steps have been taken to facilitate the ongoing review of invest- ment policy and procedures and to maximize investment return. Custodial services have been contracted with the National Bank of Detroit to provide for the direct deposit and reinvestment of dividends and interest and proceeds from the sale of securities. This "state of the art" service also provides for more efficient recordkeeping. The Board of Trustees has selected 4 outside money managers; Harbor Capital Management Company, Inc. and Lazard Freres Asset Management Company to handle equity investments and Loomis Sayles & Company and M.D. Sass Investors -3- Services•, Inc. to handle fixed income investments. Performance evaluation services are contracted with Prudential-Bache Funds Evaluation Services to provide for - quarterly reports on investment performance and as a management tool for evaluating the results of investment policy decisions. From December 31, 1984 through June 30, 1988, the Fund has earned an annualized total rate of return of 12.7%. Total investment performance exceeded the Fund's objective of CPI plus 4% by 5.4 percentage points. The Actuarial Valuation Report concludes that the Retirement Sytem is in very good actuarial condition. Sound provision is being made for the increasing number of retirement allowances expected in future years. It has been a pleasure to work with the Board of Trustees in the past year, and with your continued surveillance and support, the employees of our City can be assured the benefit of one of the finest retirement systems in the country. JWD:ls Respectfully submitted, James W. Dowsett Finance Director -4- City of Lansing Police and Fire Retirement System Board of Trustees December 31, 1987 Gary R. Powers, Fire, Chairperson 12-31-89 William E. Barkyoumb 12-31-92 Appointed Citizen, Vice Chairperson Terry J. McKane, Mayor Indefinite Antonio Benavides, City Council Indefinite Brian Kuchik, City Treasurer Indefinite Russell McKenzie, Police 12-31-87 John Hunnell, Police 12-31-90 John B. Cushman, Jr., Fire 12-31-91 Secretary.........................................James W. Dowsett Legal Advisor........................................Alvan P. Knot Actuary...............................Gabriel, Roeder, Smith & Co. Medical Director...............Lansing Occupational Medical Center Office: 8th Floor, City Hall, Lansing, MI 48933 Phone: (517) 483-4500 -5- City of Lansing Police and Fire Retirement System Balance Sheets +� December 31, Assets 1987 1986 Cash on deposit $ 63,243 $ 23,547 Investments, at cost or amortized cost: Repurchase agreement 1,667,356 452,900 Trust demand notes 9,066,004 8,840,081 U.S. Government obligations and U.S. Government agencies, market value $13,869,979 and $24,098,951 14,072,891 22,550,556 Other marketable securities, market value $22,069,529 and $14,363,289 22,978,426 14,119,461 Common stocks; market value $28,286,188 and $25,625,575 31,839,855 23,494,126 Total investments 79,624,532 69,457,124 Accounts receivable 62,612 Accrued interest receivable 792,918 738,311 Dividends receivable 94,467 63,454 Total assets $80,575,160 $70,345,048 Liabilities and Fund Balance Liabilities: Warrants payable $ 380,507 $ 366,484 Accounts payable 136,180 241,652 Total liabilities 516,687 608,136 Fund balance: Reserved for employee contributions 7,858,267 73*486,582 Reserved for employer contributions 54,635,840 383,316,660 Reserved for benefit payments 52,637,601 48,981,018 Total reserved fund balance 115,131,708 94,784,260 Unreserved (deficit) (35,073,235) (25,047,348) Total fund balance 80,058,473 69,736,912 Total liabilities and fund balance $80,575,160 $70,345,048 City of Lansing Police and Fire Retirement System Statements of Revenues. Expenses and Changes in Fund Balance Year ended December 31, 1987 1986 Operating revenues: Contributions by employees $ 662,237 $ 604,076 Contributions by City 3,600,590 3,900,000 Total contributions 4,262,827 4,504,076 Income from investments: Interest and dividends 4,726,519 4,644,404 Gain (loss) on sale of investments 6,215,947 3,949,768 Total investment income 10,942,466 8,594,172 Total operating revenues 15,205,293 13,098,248 Operating expenses: Investment services 416,033 399,114 Payment to.pensioners & beneficiaries 4,434,005 3,956,772 Contributions refunded to former employees 33,694 16,953 Total operating expenses 4,883,732 4,372,839 Net income 10,321,561 8,725,409 Fund balance, at beginning of year 69,736,912 61,011,503 Fund balance, at end of year $80,058,473 $69,736,912 -7- City of Lansing Police and Fire Retirement System Statements of Changes in Financial Position Sources of funds: Operations - net income Changes in components: Increase (decrease) in assets: Cash on deposit Investments Accounts receivable Accrued interest receivable Dividends receivable Decrease (increase) in liabilities: Warrants payable Accounts payable Increase in funds: Year ended December 31, 1987 1986 $10,321,561 $8,725,409 39,696 10,167,408 (62,612) 54,607 31,013 (14,023) 105,472 $10,321,561 (43,441) 8,872,671 58,757 46,905 (4,108) (64,800) (140,575) $8,725,409 Iff:13 Balance, January 1, 1987 Additions: Contributions by employees Contributions by City Income from investments Total balance & additions Transfers on retirement Actuarial adjustment in unfunded accrued liability Total revised balances Deductions: Investment services Payment to pensioners & beneficiaries Contributions refunded to former employee Total deductions Balance, December 31, 1987 City of Lansing Police and Fire Retirement System Changes in Fund Balance Reserve Fund Balance Reserved for Employee Contributions $7,486,582 662,237 215,626 8,364,445 (472,484) 7,891,961 33,694 33,694 $7,858,267 Fund Balance Reserved for Employer Contributions $38,316,660 3,600,590 7,290,462 49,207,712 (4,181,726) 10,025,887 55,051,873 416,033 416,033 $54,635,840 Fund Balance Reserved for Benefit Pavments $48,981,018 3,436,378 52,417,396 4,654,210 57,071,606 4,434,005 4,434,005 $52,637,601 1987 Total Reserved Fund $94,784,260 662,237 3,600,590 10,942,466 109,989,553 10,025,887 120,015,440 416,033 4,434,005 33.694 4,883,732 $115,131,708 1986 Total Reserved Fund Balance $87,102,412 604,076 3,900,000 8,594,172 100,200,660 (1,043,561) 99,157,099 399,114 3,956,772 16.953 4,372,839 $94,784,260 SECURITY ----------------------------------- DEMAND NBD BANKS SHORT TERM INVESTMENT MANUFACTURERS (B.O.L. REPO) TOTAL DEMAND COMMERCIAL PAPER AMERICAN EXPRESS CO FORD MOTOR CREDIT CORP FORD MOTOR CREDIT CORP TOTAL COMMERCIAL PAPER U.S. GOVERNMENTS USA TREASURY SECURITIES STRIPS USA TREASURY NOTES SER. P USA TREASURY NOTES SER Q COUPON TREASURY RECEIPTS UAS TREASURY NOTE USA TREASURY NOTES SER C USA TREASURY NOTE USA TREASURY SECURITIES STRIPS TOTAL U.S. GOVERNMENTS AGENCIES FEDERAL NATIONAL MORTGAGE ASSN CALIFORNIA CREDIT CARD TRUST FEDERAL HOME LOAN BANKS SER. M FEDERAL NATIONAL MORTGAGE ASSN FEDERAL NATIONAL MORTGAGE ASSN. FEDERAL HOME LOAN MORTGAGE CORP. INTERNATIONAL BK FOR RECON & DEVEL TOTAL AGENCIES CITY OF LANSING POLICE AND FIRE RETIREMENT SYSTEM SECURITIES (EXCEPT COMMON STOCK) DECEMBER 31, 1987 NOMINAL PAR MATURITY RATE Y. VALUE COST --------------------------------------------------------- 12-31-87 7.337- $9,066,004 $9,066,004 12-31-87 5.922 1,667,356 1,667,356 10,733,360 10,733,360 1-04-88 1-11-88 1-13-88 02-15-90 06-30-90 09-30-90 02-15-91 08-15-92 05-15-96 11-15-97 11-15-00 12-10-90 06-15-92 09--27-93 04-11-94 08-12-96 10-01-96 10-15-02 7.500 7.850 8.250 0.000 7.250 6_750 12.000 8.250 7.375 8.875 0.000 8.400 8.200 7.950 7.650 8.150 8.650 12.375 742,000 378,000 465,000 1,585,000 200,000 400,000 500,000 1,200,000 37000,000 900,000 1,000,000 1,000,000 82200,000 1,500,000 100,000 1,000,000 1,250,000 1,000,000 1,500,000 600,000 6,950,000 741,073 376,928 •461,910 1,579,911. 168,620 397,138 482,891 898,541 3,000,922 879,489 991,943 306,270 7,125,814 1,501,367 99,375 1,028,086 1,187,012 1,012,205 1,496,510 622,522 6,947,077 MARKET VALUE $9,066,004 1,667,356 10,733,360 741,073 376,928 461,910 1,579,911 169,780 394,000 484,375 924,084 2,983,110 819,279 1,000,620 307,580 7,082,828 1,503,285 99,808 956,870 1,168,362 926,870 1,422,180• 709,776 6,787,151 i i CITY OF LANSING POLICE AND FIRE RETIREMENT SYSTEM SECURITIES (EXCEPT COMMON STOCK) DECEMBER 31, 1987 NOMINAL PAR MARKET SECURITY ------------------------------------------------------------------------------------------------------------- MATURITY RATE % VALUE COST VALUE PASSTHROUGHS GNMA 12-15-03 8.000 $468,586 $449,519 $411,620 GNMA 11-15-05 8.000 320,617 307,385 281,640 GNMA 10-15-06 8.000 3B9,681 374,559 342,307 GNMA 05-15-08 8.250 403,407 .378,779 369,997 FHLM 07-01-09 4.250 291,752 205,979 220,273 GNMA 01-15-10 11.000 645 658 672 TOTAL PASSTHROUGHS 1,874,688 1,716,879 1,626,509 MUNICIPALS ALASKA HOUSING FINANCE CORP. 06-01-93 10.750 291,000 291,454 293,395 LOUISIANA HOUSING FINANCE AGENCY REV 08-01-96 8.610 1,000,000 896,029 891,840 MEMPHIS HEALTH EDL & HSG BRD RV 9-15-96 8.680 750,000 748,303 676,957 LOUISIANA AGRICULATURAL FIN AUTH REV 10-01-96 8.800 750,000 756,280 727,500 EL PASO HOUSING FINANCE CORP 10-15-96 8.880 750,000 754,284 731,250 ADAMS CO. COLO 11-01-96 9.000 750,000 757,338 685,973 TOTAL MUNICIPALS 4,291,000 4,203,688 4,006,915 FINANCE CHRYSLER FINANCIAL CORPORATION 09-15-89 13.400 400,000 400,000 424,000 GENERAL MOTORS ACCEPTANCE CORP. 11-01-90 8.875 1,000,000 999,320 998,650 ASSOCIATES CORP. N.A. 05-01-92 8.250 500,000 490,658 479,740 CFC-2 GRANTOR TRUST 11-15-92 8.550 98,224 97,840 99,268 HOUSEHOLD FINANCIAL CORP. 12-15-93 9.500 1,000,000 981,340 999,930 ASSOCIATES CORP. N.A. 08-15-94 12.750 600,000 695,631 690,714 GENERAL MOTORS ACCEPTANCE CORP. 03-01-96 8.875 700,000 712,152 662,214 AMERICAN EXPRESS CREDIT CORP. 12-01-96 7.875 500,000 497,325 449,095 FORD MOTOR CREDIT CO 01-15-97 7.875 1,000,000 995;500 889,150 MARINE MIDLAND BANKS INC 03-01-97 8.625 750,000 748,614 677,280 FIRST FIDELITY BANCORPORATION 04-01-98 8.500 1,000,000 927,258 893,650 BARNETT BANKS FLORIDA INC 03-01-99 8.500 250,000 253,953 224,405 FIRST FEDERAL SAV & LOAN ASSN. AZ 11-01-06 ZERO COUP 1,000,000 204,103 146,340 TOTAL FINANCE 8,798,224 8,003,694 7,634,436 SECURITY ------------------------------------- INDUSTRIAL UNISYS CORP. PHILLIP MORRIS COMPANIES INC. USG CORP. TOTAL INDUSTRIAL PUBLIC UTILITY NEW JERSEY POWER & LIGHT CO. GEORGIA POWER CO. GENERAL TELEPHONE & ELECTRONICS CORP. PENNSYLVANIA POWER CO. MICHIGAN BELL TELEPHONE CO. DETROIT EDISON CO. PUGET SOUND POWER & LIGHT CO. ROCHESTER GAS & ELECTRIC CORP. NEW ENGLAND POWER CO. TOTAL PUBLIC UTILITY REAL ESTATE GIBRALTAR SAVINGS & LOAN ASSN TOTAL REAL ESTATE TRANSPORTATION BALTIMORE & OHIO RAILROAD CO. UNION TANK CAR CO. MISSOURI PACIFIC RAILROAD CO. LOUISVILLE & NASHVILLE RAILROAD CO. TOTAL TRANSPORTATION FOREIGN EXPORT DEVELOPMENT CORP TOTAL FOREIGN TOTAL SECURITIES CITY OF LANSING POLICE AND FIRE RETIREMENT SYSTEM SECURITIES (EXCEPT COMMON STOCK) " DECEMBER 31, 1987 NOMINAL PAR MATURITY RATE % VALUE COST ------------------------------------------------------ 09-02--92 8.950 $1,100,000 $1,100,000 12-15-95 9.700 700,000 744,666 12-15-96 8.000 800,000 797,120 2,600,000 .2,641,786 07-01-90 4.875. 25,000 25,095 11-01-90 4.875 50,000 49,147 12-01-91 15.500 600,000 659,424 09-01-92 4.375 75,000 73,745 11-01-92 4.750 147,000 143,B15 06-15-93 9.875 1,000,000 1,000,000 11-01-93 4.625 20,000 20,000 09-15-94 4.625 1201000 119,799 10-01-97 6.875 100,000 99,434 2,137,000 2,190,459 08-01-89 9.500 100,000 100,000 100,000 100,000 10-01-89 8.500 100,000 100,606 07-01-90 9.875 20,000 20,134 09-15-93 15.500 450,000 514,173 09-01-94 10.500 300,000 298,792 870,000 933,705 01-01-91 8.750 1,600,000 1,608,304 1,600,000 ----------- 1,608,304 ----------- MARKET VALUE $1,089,440 '700,175 646,048 2,435,663 22,774 45,016 634,824 61,169 123,849 985,140 15,7B9 89,888 82,596 2,061,045 101,322 101,322 100,057 20,469 576,648 319,002 1,016,176 1,607,552 1,607,552 $49,739,272 $47,784,677 $46,672,868 POLICE STOCK CITY OF LANSING AND FIRE RETIREMENT SYSTEM COMMON STOCK DECEMBER 31, 1987 NUMBER OF SHARES COST ADAMS MILLIS CORP ALLTEL CORP AMERICAN EXPRESS CO AMERICAN INFORMATION TECHNOLOGIES CORP AMOCO CORP APPLE COMPUTER INC ARISTECH CHEMICAL CORP ATLANTIC RICHFIELD CO AVON PRODUCTS, INC BALTIMORE BANCORP BANK OF NEW YORK CO INC BANKERS TRUST NEW YORK CORP CERTAIN TEED CORP CHRYSLER CORP CONSOLIDATED FREIGHTWAYS INC CONSOLIDATED NATURAL GAS CO CONSOLIDATED RAIL CORP CROWN CORK & SEAL CO INC DIGITAL EQUIPMENT CORP DOMINION BANKSHARES CORP DONNELLEY R.R.& SONS CO EMHART CORP VA FOOTE CONE & BELDING COMMUNICATIONS INC FORD MOTOR CO GENCORP INC GENERAL SIGNAL CORP GTE CORP HARTFORD STEAM BOILER INSPECTION & INS CO HEALTH CARE PROPERTY INVESTORS INC HEWELETT-PACKARD CO HOSPITAL CORPORATION OF AMERICA HUMANA INC INFORMATION RESOURCES INC ITT CORP KOPPERS COMPANY INC LA-Z-BOY CHAIR CO LINCOLN TELECOMMUNICTIONS CO LUBRIZOL CORP MARION LABS.INC MCDONALDS CORP MELVILLE CORP MERCANTILE BANKSHARES CORP MERCANTILE STORES INC MERCK & COMAPNY INC 29,500 4,500 8,000 5,000 7,000 17,000 10,000 1,000 11,000 22,000 15,000 4,000 5,000 4,500 4,800 3,700 '3,000 2,900 4,000 9,000 5,500 5,100 3,000 7,000 12,000 13,000 5,000 10,000 12,000 8,000 8,500 28,000 20,000 7,000 18,000 8,000 10,000 17,000 20,000 13,000 6,200 8,000 5,000 2,800 $490,680 139,713 298,560 435,240 592,790 490,070 332,968 95,686 398,741 441,490 428,400 182,959 199,100 157,425 164,180 141,130 107,815 363,463 647,733 187,881 162,203 123,810 172,357 531,419 441,926 530,220 199,416 319,016 298,500 435,688 397,902 662,474 406,250 449,299 778,592 156,250 253,598 667,106 513,497 590,055 483,281 328,000 228,200 398,195 MARKET VALUE $287,625 129,938 183,000 423,125 483,000 714,000 271,250 69,000 283,250 247,500 386,250 127,000 125,000 99,563 132,000 135,050 82,875 305,950 540,000 159,750 179,438 107,100 129,000 527,625 267,000 611,000 176,875 230,000 330,000 466,000 264,562 539,000 200,000 311,500 567,000 128,000 265,000 558,875 490,000 572,000 328,600 266,000 185,000 443,800 -13- CITY OF LANSING POLICE AND FIRE RETIREMENT SYSTEM COMMON STOCK DECEMBER 31, 1987 NUMBER OF MARKET STOCK ------------------------------------------------------------------------------------- SHARES COST VALUE MINE SAFETY APPLIANCES CO 5,000 $202,500 $127,500 MINNESOTA MINING & MANUFACTURING CO 8,000 447,640 515,000 MONSANTO CO 2,000 190,016 166,000 MORRISON KNUDSEN CORP 14,000 615,035 465,500 NATIONAL EDUCATION CORP 20,000 389,674 395,000 NATIONAL FUEL GAS CO 12,000 264,620 201,000 NATIONAL PRESTO INDUSTRIES INC 5,000 166,595 131,250 NATIONAL SERVICE INDS INC 12,000 305,114 255,000 NEWELL CO 5,000 176,382 140,625 NYNEX CORP 8,000 579,888 514,000 OSHKOSH TRUCK CORP 11,000 333,750 165,000 PENNEY J C CO 7,000 418,364 303,625 PFIZER INC 8,000 579,870 373,000 PHILIP MORRIS COMPANIES INC 4,000 428,332 341,500 POLICY MANAGEMENT SYSTEM CORP 15,000 393,000 288,750 PURITAN-BENNETT CORP 25,500 299,196 490,875 QUESTAR CORP 10,000 398,739 322,500 ROYAL DUTCH PETROLEUM CO 6,000 384,540 671,250 RYDER SYSTEM INC 23,000 546,891 609,500 SCOTT PAPER CO 4,000 332,063 282,000 SMITHKLINE BECKMAN CORP 7,000 402,477 339,500 SOUTHERN NEW ENGLAND TELECOMMUNICATIONS CORP 8,000 438,995 361,000 SQUIBB CORP 7,500 433,158 457,500 STARRETT L S CO 5,000 223,490 200,000 STUDENT LOAN MARKETING ASSOCIATION 9,000 714,425 634,500 TECHNITROL INC 8,000 164,517 160,000 TECUMSEH PRODUCTS CO 2,000 253,411 258,000 TENNECO INC 10,000 408,300 397,500 TEXTRON INC 6,000 1971098 135,750 THERMO ELECTRON CORP 30,000 401,970 408,750 UNION CAMP CORP 14,000 473,584 507,500 USX CORP 20,000 584,906 595,000 VULCAN MATERIALS CO 3,000 424,545 393,000 WALTHAM CORP 43,000 612,500 516,000 WASTE MANAGEMENT INC 18,000 321,922 677,250 WAUSAU PAPER MILLS CO 17,000 557,980 509,575 WESTINGHOUSE ELECTRIC CORP 5,000 292,960 248,750 WILLCOX & GIBBS INC 7,500 121,565 115,312 WITCO CORP 12,200 532,974 407,175 WOOLWORTH F W CO 9,000 405,945 310,500 XEROX CORP 10,000 595,646 ----------- 566,250 ----------- TOTAL $31,839,855 $28,286,188 -14- CITY OF LANSING ' POLICE & FIRE RETIREMENT SYSTEM INVESTMENT PORTFOLIO ANALYSIS DECEMBER 31, 1987 Par Value --------- Percentage ---------- Repurchase Agreement $10,733,360 13.20% U.S. Treasury Notes 5,600,000 7.10% Bonds: Moody's "AAA" 6,850,000 8.40'% Moody's "AA" 4,138,000 5.10% Moody's "A" 7,340,000 9.00% Moody's "BBB" 1,670,000 2.00% Not rated (U.S. Government & Agencies) 13,207,912 16.20% Total bonds ------------ 33,205,912 ------- 61.00% Common Stocks at cost 31,839,855 39.00% Total investments $81,579,127 ----------- ----------- 100.00% ------- ------- CLASSIFICATION OF BONDS Cash equivalents Demand obligations $10,733,360 21.60% Bonds: Commercial Paper 1,585,000 3.20% U.S. Treasuries 8,200,000 16.50% Agencies 6,950,000 14.00% Passthroughs 1,874,688 3.80% Municipals 4,291,000 8.60% Finance 8,798,224 17.70% Industrial 2,600,000 5.20% Public Utility 2,137,000 4.30% Real Estate 100,000 0.20% Transportation 870,000 1.70% Foreign 1,600,000 ------------ 3.20% ------- Total $49,739,272 ------------ ------------ 100.00% ------- ------- -15- City of Lansing Police and Fire Retirement System Statement of Membership December 31, 1987 Membership - December 31, 1986 Add: New members during year Total Deduct: Members retired 18 Resigned and contributions refunded 3 Membership - December 31, 1987 Active Members Deferred Duty Disability Inactive Totals Summary of Membership Number Annuity Savings 475 $7,452,147 3 52,486 24 329,052 5 24,582 507 $7,858,267 516 12 528 21 507 Service Credit Months 78,147 568 5,706 253 84,674 . -16- City of Lansing Police and Fire Retirement System Retirants and Beneficiaries December 31, 1987 Annual Benefits Type of Benefits Being Paid: Number Being Paid Age and Service Benefits: Regular service - benefit terminating at death of retirant 13 $ 99,252 Regular service - potential 50% survivorship benefit to widow 202 3,298,304 Option I benefit - 100% joint and survivor 3 15,010 Option II benefit - 50% joint and survivor 10 62,590 Beneficiaries 38 179,320 Total age and service benefits 266 $3,654,476 Casualty Benefits: Duty disability 49 $ 795,438 Duty disability beneficiaries 4 30,436 Non -duty disability 1 13,196 Non -duty disability beneficiaries 1 741 Duty death beneficiaries 8' 37,559 Non -duty death beneficiaries 6 32,261 Total casualty benefits 69 909,631 Total benefits 335 $4,564,107 -17- Name McElroy, William Reck, James Burnett, Stanley Maddern, Herbert J. Holliday, Mark Cook, Richard F. Sr. Miles, Richard D. Ross, Michael Doyle, Raymond Lemons, Martin Sartor, James Powers, Gary Anderson, Merle Bissell, Robert Gleason, Richard Hastings, Duane Lee Holliday, Russell Bliesener, Gary City of Lansing Police and Fire Retirement System Members Retired During 1987 Date of Age at' Service Type of Retirement Retirement Yrs. Mos. Retirement 01/87 53 25 08 01/87 55 31 11 03/87 62 39 00 03/87 55 30 11 04/87 56 32 02 04/87 56 33 05 05/87 48 25 00 05/87 48 26 01 06/87 57 34 00 06/87 48 24 02 07/87 55 30 07 07/87 52 25 11 07/87 58 33 00 07/87 51 25 00 07/87 62 37 02 09/87 55 28 03 09/87 55 31 07 11/87 48 23 03 -18- Annual Retirement Benefit Regular $21,749.16 Regular 28,041.84 Regular 38,512.68 Duty Dis. to Reg. 20,591.76 Regular 37,920.72 Regular 23,784.60 Regular 21,901.92 Regular 22,169.28 Regular 23,126.16 Duty Dis. to Reg. 23,427.96 Duty Dis. to Reg. 22,346.28 Regular 23,802.60 Regular 28,745.52 Regular 25,724.76 Regular 45,322.68 Duty Dis. to Reg. 21,049.92 Duty Dis. to Reg. 28,077.72 Duty Dis. to Non Duty Death 10,113.84 Total $466,409.40 City of Lansing. Police and Fire Retirement System Beneficiaries Added to Roll 1987 Date Name Added Hibbard, C. Elaine 02/87 Droste, Kathleen 05/87 Zuk, Clara 06/87 Bliesener, Phyllis 11/87 Warner, Cuma 12/87 Reinstated Widows Beach, Jane (Strager) 01/87 Miller, Ethel 01/87 Simkus, Shirley 01/87 Sweitzer, Mary 01/87 Age at Type of Retirement Retirement 36 Widow Benefits 67 Widow Benefits 59 Widow Benefits 55 Widow Benefits 81 Widow Benefits 72 Widow Benefits 66 Widow Benefits 53 Widow Benefits 54 Widow Benefits Total Annual pn+-i rcmc»t $11,006.28 5,024.28 9,647.88 10,113.84 5,150.04 5,207.16 3,009.72 4,025.16 3.916.56 $57,100.92 -19- Name Hibbard, Joseph Droste, Jerome Griffin, Lyle Zuk, Felix Bliesene_r, Gary Warner, George City of Lansing Police and Fire Retirement System Terminations 1987 Date of Termination Death 02/87 05/87 05/87 06/87 11/87 12/87 Annual Type of Retirement Regular $21,371.28 Regular 10,048.56 Regular/Term 5,150.04 Regular 19, 295.64 Duty Dis. 14,963.88 Option I 5,150.04 Total $75,979.44 -20-